Computing equilibria of GEI by relocalization on a Grassmann manifold
DOI10.1016/0304-4068(95)00752-0zbMATH Open0876.90026OpenAlexW2054781086MaRDI QIDQ1363090FDOQ1363090
Authors: B. Curtis Eaves, Peter M. DeMarzo 
Publication date: 1 December 1997
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(95)00752-0
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Applications of mathematical programming (90C90) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) General equilibrium theory (91B50)
Cites Work
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Cited In (12)
- Failure of the index theorem in an incomplete market economy
- A new proof of the index formula for incomplete markets
- Determination of general equilibrium with incomplete markets and default penalties
- The index theorem for a GEI economy when the degree of incompleteness is even.
- A smooth homotopy method for incomplete markets
- Two-stage stochastic variational inequalities: an ERM-solution procedure
- A simple method for computing equilibria when asset markets are incomplete
- A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets
- General equilibrium models and homotopy methods
- Computing equilibria in economies with incomplete markets, collateral and default penalties
- An interior-point algorithm for computing equilibria in economies with incomplete asset markets
- Computing equilibria in the general equilibrium model with incomplete asset markets
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